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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    package org.apache.commons.math.stat.descriptive.moment;<a name="line.17"></a>
<FONT color="green">018</FONT>    <a name="line.18"></a>
<FONT color="green">019</FONT>    import java.io.Serializable;<a name="line.19"></a>
<FONT color="green">020</FONT>    <a name="line.20"></a>
<FONT color="green">021</FONT>    /**<a name="line.21"></a>
<FONT color="green">022</FONT>     * Computes a statistic related to the Fourth Central Moment.  Specifically,<a name="line.22"></a>
<FONT color="green">023</FONT>     * what is computed is the sum of<a name="line.23"></a>
<FONT color="green">024</FONT>     * &lt;p&gt;<a name="line.24"></a>
<FONT color="green">025</FONT>     * (x_i - xbar) ^ 4, &lt;/p&gt;<a name="line.25"></a>
<FONT color="green">026</FONT>     * &lt;p&gt;<a name="line.26"></a>
<FONT color="green">027</FONT>     * where the x_i are the<a name="line.27"></a>
<FONT color="green">028</FONT>     * sample observations and xbar is the sample mean. &lt;/p&gt;<a name="line.28"></a>
<FONT color="green">029</FONT>     * &lt;p&gt;<a name="line.29"></a>
<FONT color="green">030</FONT>     * The following recursive updating formula is used: &lt;/p&gt;<a name="line.30"></a>
<FONT color="green">031</FONT>     * &lt;p&gt;<a name="line.31"></a>
<FONT color="green">032</FONT>     * Let &lt;ul&gt;<a name="line.32"></a>
<FONT color="green">033</FONT>     * &lt;li&gt; dev = (current obs - previous mean) &lt;/li&gt;<a name="line.33"></a>
<FONT color="green">034</FONT>     * &lt;li&gt; m2 = previous value of {@link SecondMoment} &lt;/li&gt;<a name="line.34"></a>
<FONT color="green">035</FONT>     * &lt;li&gt; m2 = previous value of {@link ThirdMoment} &lt;/li&gt;<a name="line.35"></a>
<FONT color="green">036</FONT>     * &lt;li&gt; n = number of observations (including current obs) &lt;/li&gt;<a name="line.36"></a>
<FONT color="green">037</FONT>     * &lt;/ul&gt;<a name="line.37"></a>
<FONT color="green">038</FONT>     * Then &lt;/p&gt;<a name="line.38"></a>
<FONT color="green">039</FONT>     * &lt;p&gt;<a name="line.39"></a>
<FONT color="green">040</FONT>     * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + &lt;br&gt;<a name="line.40"></a>
<FONT color="green">041</FONT>     * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 &lt;/p&gt;<a name="line.41"></a>
<FONT color="green">042</FONT>     * &lt;p&gt;<a name="line.42"></a>
<FONT color="green">043</FONT>     * Returns &lt;code&gt;Double.NaN&lt;/code&gt; if no data values have been added and<a name="line.43"></a>
<FONT color="green">044</FONT>     * returns &lt;code&gt;0&lt;/code&gt; if there is just one value in the data set. &lt;/p&gt;<a name="line.44"></a>
<FONT color="green">045</FONT>     * &lt;p&gt;<a name="line.45"></a>
<FONT color="green">046</FONT>     * &lt;strong&gt;Note that this implementation is not synchronized.&lt;/strong&gt; If<a name="line.46"></a>
<FONT color="green">047</FONT>     * multiple threads access an instance of this class concurrently, and at least<a name="line.47"></a>
<FONT color="green">048</FONT>     * one of the threads invokes the &lt;code&gt;increment()&lt;/code&gt; or<a name="line.48"></a>
<FONT color="green">049</FONT>     * &lt;code&gt;clear()&lt;/code&gt; method, it must be synchronized externally. &lt;/p&gt;<a name="line.49"></a>
<FONT color="green">050</FONT>     *<a name="line.50"></a>
<FONT color="green">051</FONT>     * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $<a name="line.51"></a>
<FONT color="green">052</FONT>     */<a name="line.52"></a>
<FONT color="green">053</FONT>    public class FourthMoment extends ThirdMoment implements Serializable{<a name="line.53"></a>
<FONT color="green">054</FONT>    <a name="line.54"></a>
<FONT color="green">055</FONT>        /** Serializable version identifier */<a name="line.55"></a>
<FONT color="green">056</FONT>        private static final long serialVersionUID = 4763990447117157611L;<a name="line.56"></a>
<FONT color="green">057</FONT>    <a name="line.57"></a>
<FONT color="green">058</FONT>        /** fourth moment of values that have been added */<a name="line.58"></a>
<FONT color="green">059</FONT>        protected double m4;<a name="line.59"></a>
<FONT color="green">060</FONT>    <a name="line.60"></a>
<FONT color="green">061</FONT>        /**<a name="line.61"></a>
<FONT color="green">062</FONT>         * Create a FourthMoment instance<a name="line.62"></a>
<FONT color="green">063</FONT>         */<a name="line.63"></a>
<FONT color="green">064</FONT>        public FourthMoment() {<a name="line.64"></a>
<FONT color="green">065</FONT>            super();<a name="line.65"></a>
<FONT color="green">066</FONT>            m4 = Double.NaN;<a name="line.66"></a>
<FONT color="green">067</FONT>        }<a name="line.67"></a>
<FONT color="green">068</FONT>    <a name="line.68"></a>
<FONT color="green">069</FONT>        /**<a name="line.69"></a>
<FONT color="green">070</FONT>         * Copy constructor, creates a new {@code FourthMoment} identical<a name="line.70"></a>
<FONT color="green">071</FONT>         * to the {@code original}<a name="line.71"></a>
<FONT color="green">072</FONT>         *<a name="line.72"></a>
<FONT color="green">073</FONT>         * @param original the {@code FourthMoment} instance to copy<a name="line.73"></a>
<FONT color="green">074</FONT>         */<a name="line.74"></a>
<FONT color="green">075</FONT>         public FourthMoment(FourthMoment original) {<a name="line.75"></a>
<FONT color="green">076</FONT>             super();<a name="line.76"></a>
<FONT color="green">077</FONT>             copy(original, this);<a name="line.77"></a>
<FONT color="green">078</FONT>         }<a name="line.78"></a>
<FONT color="green">079</FONT>    <a name="line.79"></a>
<FONT color="green">080</FONT>        /**<a name="line.80"></a>
<FONT color="green">081</FONT>         * {@inheritDoc}<a name="line.81"></a>
<FONT color="green">082</FONT>         */<a name="line.82"></a>
<FONT color="green">083</FONT>         @Override<a name="line.83"></a>
<FONT color="green">084</FONT>        public void increment(final double d) {<a name="line.84"></a>
<FONT color="green">085</FONT>            if (n &lt; 1) {<a name="line.85"></a>
<FONT color="green">086</FONT>                m4 = 0.0;<a name="line.86"></a>
<FONT color="green">087</FONT>                m3 = 0.0;<a name="line.87"></a>
<FONT color="green">088</FONT>                m2 = 0.0;<a name="line.88"></a>
<FONT color="green">089</FONT>                m1 = 0.0;<a name="line.89"></a>
<FONT color="green">090</FONT>            }<a name="line.90"></a>
<FONT color="green">091</FONT>    <a name="line.91"></a>
<FONT color="green">092</FONT>            double prevM3 = m3;<a name="line.92"></a>
<FONT color="green">093</FONT>            double prevM2 = m2;<a name="line.93"></a>
<FONT color="green">094</FONT>    <a name="line.94"></a>
<FONT color="green">095</FONT>            super.increment(d);<a name="line.95"></a>
<FONT color="green">096</FONT>    <a name="line.96"></a>
<FONT color="green">097</FONT>            double n0 = n;<a name="line.97"></a>
<FONT color="green">098</FONT>    <a name="line.98"></a>
<FONT color="green">099</FONT>            m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 +<a name="line.99"></a>
<FONT color="green">100</FONT>                ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0);<a name="line.100"></a>
<FONT color="green">101</FONT>        }<a name="line.101"></a>
<FONT color="green">102</FONT>    <a name="line.102"></a>
<FONT color="green">103</FONT>        /**<a name="line.103"></a>
<FONT color="green">104</FONT>         * {@inheritDoc}<a name="line.104"></a>
<FONT color="green">105</FONT>         */<a name="line.105"></a>
<FONT color="green">106</FONT>        @Override<a name="line.106"></a>
<FONT color="green">107</FONT>        public double getResult() {<a name="line.107"></a>
<FONT color="green">108</FONT>            return m4;<a name="line.108"></a>
<FONT color="green">109</FONT>        }<a name="line.109"></a>
<FONT color="green">110</FONT>    <a name="line.110"></a>
<FONT color="green">111</FONT>        /**<a name="line.111"></a>
<FONT color="green">112</FONT>         * {@inheritDoc}<a name="line.112"></a>
<FONT color="green">113</FONT>         */<a name="line.113"></a>
<FONT color="green">114</FONT>        @Override<a name="line.114"></a>
<FONT color="green">115</FONT>        public void clear() {<a name="line.115"></a>
<FONT color="green">116</FONT>            super.clear();<a name="line.116"></a>
<FONT color="green">117</FONT>            m4 = Double.NaN;<a name="line.117"></a>
<FONT color="green">118</FONT>        }<a name="line.118"></a>
<FONT color="green">119</FONT>    <a name="line.119"></a>
<FONT color="green">120</FONT>        /**<a name="line.120"></a>
<FONT color="green">121</FONT>         * {@inheritDoc}<a name="line.121"></a>
<FONT color="green">122</FONT>         */<a name="line.122"></a>
<FONT color="green">123</FONT>        @Override<a name="line.123"></a>
<FONT color="green">124</FONT>        public FourthMoment copy() {<a name="line.124"></a>
<FONT color="green">125</FONT>            FourthMoment result = new FourthMoment();<a name="line.125"></a>
<FONT color="green">126</FONT>            copy(this, result);<a name="line.126"></a>
<FONT color="green">127</FONT>            return result;<a name="line.127"></a>
<FONT color="green">128</FONT>        }<a name="line.128"></a>
<FONT color="green">129</FONT>    <a name="line.129"></a>
<FONT color="green">130</FONT>        /**<a name="line.130"></a>
<FONT color="green">131</FONT>         * Copies source to dest.<a name="line.131"></a>
<FONT color="green">132</FONT>         * &lt;p&gt;Neither source nor dest can be null.&lt;/p&gt;<a name="line.132"></a>
<FONT color="green">133</FONT>         *<a name="line.133"></a>
<FONT color="green">134</FONT>         * @param source FourthMoment to copy<a name="line.134"></a>
<FONT color="green">135</FONT>         * @param dest FourthMoment to copy to<a name="line.135"></a>
<FONT color="green">136</FONT>         * @throws NullPointerException if either source or dest is null<a name="line.136"></a>
<FONT color="green">137</FONT>         */<a name="line.137"></a>
<FONT color="green">138</FONT>        public static void copy(FourthMoment source, FourthMoment dest) {<a name="line.138"></a>
<FONT color="green">139</FONT>            ThirdMoment.copy(source, dest);<a name="line.139"></a>
<FONT color="green">140</FONT>            dest.m4 = source.m4;<a name="line.140"></a>
<FONT color="green">141</FONT>        }<a name="line.141"></a>
<FONT color="green">142</FONT>    }<a name="line.142"></a>




























































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